The goal of the Pilot Phase is to learn how safe it is to give the study drug brentuximab vedotin to patients with AML. The goal of Phase 1 is to learn more about the safety of the combination of brentuximab vedotin with azacytidine. The goal of Phase 2 is to learn if the combination of brentuximab vedotin and azacytidine can help to control AML.